﻿using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace MarketDataCheck.DataType
{
    public class Level2Obj
    {
        public string Ticker = "";
        public DateTime Time;
        public float Price = 0;//lastest price
        public float HighPrice = 0;//the highest fill price till now
        public double T_amt = 0;//trade amount
        public double T_num = 0;//trade number
        public int T_vol = 0;//trade volume
        public double agg_vol = 0;
        public string Direction = "";//B :buy S:sell
        public List<float> buy_px_list = new List<float>();
        public List<int> buy_vol_list = new List<int>();
        public List<float> sell_px_list = new List<float>();
        public List<int> sell_vol_list = new List<int>();
    }
}
